Wang, Kuan-Min; Thi, Thanh-binh Nguyen - In: Applied economics 42 (2010) 4/6, pp. 659-670
asymmetric EC-EGARCH(1, 1)- M model to investigate the pass-through of money-market rate to banking retail rates in Taiwan and … the upward rigidity in deposit rate and the downward rigidity in lending rate in both Taiwan and Hong Kong. This finding … of variation for Taiwan's deposit/lending rates and wider margin for Hong Kong's lending rate. …